Related papers: The Laguerre process and generalized Hartman--Wats…
Recently, the complete left tail asymptotic for the density of the {\it martingale limit} of the classical Galton-Watson process has been derived. The derivation is based on the properties of a special function (whose inverse Fourier…
The infinite matrices in Witten's vertex are easy to diagonalize. It just requires some SL(2,R) lore plus a Watson-Sommerfeld transformation. We calculate the eigenvalues of all Neumann matrices for all scale dimensions s, both for matter…
In this article, we consider random Wigner matrices, that is symmetric matrices such that the subdiagonal entries of Xn are independent, centered, and with variance one except on the diagonal where the entries have variance two. We prove…
We present a systematic study of Riesz measures and their natural exponential families of Wishart laws on a homogeneous cone. We compute explicitly the inverse of the mean map and the variance function of a Wishart exponential family.
We present the first systematic extension of the classical Hermite-Laguerre quadratic correspondence to the matrix-valued setting. Starting from a Hermite-type weight matrix W(x) = exp(-x^2) Z(x) with W(x) = W(-x), the change of variables y…
It is shown that the generalized Riemann equation is equivalent with the multicomponent generalization of the Hunter - Saxton equation. New matrix and scalar Lax representation is presented for this generalization. New class of the…
Recently, D. Wang has devised a new contour integral based method to simplify certain matrix integrals. Capitalizing on that approach, we derive a new expression for the probability density function (p.d.f.) of the joint eigenvalues of a…
We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…
We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional…
We observe the Galton-Watson Branching Processes. Limit properties of transition functions and their convergence to invariant measures are investigated.
We study self-similarity in random binary rooted trees. In a well-understood case of Galton-Watson trees, a distribution on a space of trees is said to be self-similar if it is invariant with respect to the operation of pruning, which cuts…
Methods for the computation of classical Gaussian quadrature rules are described which are effective both for small and large degree. These methods are reliable because the iterative computation of the nodes has guaranteed convergence, and…
In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…
We consider an indecomposable Galton-Watson branching process with countably infinitely many types. Assuming that the process is critical and allowing for infinite variance of the offspring sizes of some (or all) types of particles we…
We discuss a variational approach to doubly nonlinear wave equations of the form $\rho u_{tt} + g (u_t) - \Delta u + f (u)=0$. This approach hinges on the minimization of a parameter-dependent family of uniformly convex functionals over…
Sets of orthogonal martingales are importants because they can be used as stochastic integrators in a kind of chaotic representation property, see [20]. In this paper, we revisited the problem studied by W. Schoutens in [21], investigating…
This paper establishes mesoscopic rates of convergence in the $L^1$-Wasserstein distance for eigenvalue determinantal point processes (DPPs) derived from the Laguerre Unitary Ensemble (LUE) to the corresponding limiting point process (Airy…
Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both…
We introduced a generalized Wishart distribution, namely, the Kotz-Wishart distribution. Several existing results based on the normality assumption have been extended. Inspired by the particular form of the pdf of the Kotz-Wishart matrix,…
Using a change-of-measure argument, we prove an equality in law between the process of largest eigenvalues in a generalized Wishart random-matrix process and a last-passage percolation process. This equality in law was conjectured by…